Accessibility statement

Dr. Michael Thornton
Head of Department (Interim)



  • BSocSc Birmingham
  • MSc Queen Mary and Westfield
  • PhD Essex

Departmental roles

  • Head of Department
  • Chair of Departmental Teaching Committee
  • Departmental Management Team.



My research interests are broadly in time series econometrics, where I am particularly interested in the problems caused by aggregation, both through time and across a heterogeneous population, in data.


Selected publications

Full details of publications can be found at RePEc

Discrete Time Representation of Continuous Time ARMA processes (with Marcus Chambers), Forthcoming in Econometric Theory.
Removing Seasonality Under a Changing Regime: Filtering New Car Sales, Forthcoming in Computational Statistics and Data Analysis.



Second Year

  • Economic Theory I
  • Economic Theory II


  • Econometrics 1 & II

Thornton, mike

Michael Thornton
Deputy Head of Department, Teaching
Department of Economics
Room: A/EC/109

Tel: 01904 324566 
Personal website 

Office & feedback hours for York Students only during term time:

Tuesday, 11:30-12:30, sign up via google calendar

Wednesday, 10:30-11:30, sign up via google calendar

might need to be rearranged, check by the link.

Other times may be available by email appointment.

Book an appointment via Google Calendar